+2,107.8%
TT vs VIG
+623.5%
+1,484.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.6% |
| 30D | -7.2% | -1.0% | -6.2% | -6.0% |
| 3M | -3.0% | +2.8% | -5.7% | -6.4% |
| 6M | +1.4% | +8.2% | -6.8% | -8.5% |
| YTD | +15.9% | +11.0% | +4.9% | +1.1% |
| 1Y | +9.4% | +16.1% | -6.7% | -10.1% |
| 3Y | +124.4% | +56.2% | +68.2% | +24.1% |
| 5Y | +138.0% | +63.0% | +75.0% | +25.0% |
| 10Y | +886.4% | +241.4% | +645.0% | +79.8% |
| All | +2,107.8% | +623.5% | +1,484.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling